Kacha Dzhaparidze

Full Name

Dr. K.O. Dzhaparidze

Email

Kacha.Dzhaparidze@cwi.nl

Phone

+31 20 592 4094

Room

M329

Department(s)

Stochastics

Function(s)

Scientific Staff Member, retired - Geen werkgever

Kacha Dzhaparidze

Dzhaparidze, K., van Zanten, H., & Zareba, P. (2006). Representations of isotropic Gaussian random fields with homogeneous increments. Journal of Applied Mathematics and Stochastic Analysis, 1–25.
Dzhaparidze, K., & van Zanten, H. (2005). Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion. Annals of Probability, 33(2), 620–644.
Dzhaparidze, K., van Zanten, H., & Zareba, P. (2005). Representations of fractional Brownian motion using vibrating strings. Stochastic Processes and their Applications, 115(12), 1928–1953.
Dzhaparidze, K., & van Zanten, H. (2005). Optimality of an explicit series expansion of the fractional Brownian sheet. Statistics and Probability Letters, 71(4), 295–301.
Dzhaparidze, K., & van Zanten, H. (2001). On Bernstein-type inequalities for martingales. Stochastic Processes and their Applications, 93(1), 109–117.
Dzhaparidze, K., Spreij, P., & van Zanten, H. (2000). Some aspects of modeling and statistical inference for financial models. Statistica Neerlandica, 54(3), 265–292.
Dzhaparidze, K. (2000). Introduction to option pricing in a securities market. CWI syllabus. CWI.
Dzhaparidze, K. (1999). Introduction to option pricing in a securities market III. Gaussian approximation. CWI Quarterly, 12(1), 23–61.
Dzhaparidze, K., Spreij, P., & Valkeila, E. (1997). On Hellinger processes for parametric families of experiments. In Proceedings of Statistics and control of stochastic processes 1996 (pp. 41–61). World Sci. Publishing (River Edge, NJ).
Dzhaparidze, K. (1997). Introduction to option pricing in a securities market II. Poisson approximation. Mathematics of finance, Part II. CWI Quarterly, 10(1), 65–100.